+174.9%
META vs RPRX
+81.2%
+93.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +5.2% | +3.3% | +1.8% | +4.4% |
| 30D | -13.0% | +17.9% | -30.9% | -16.4% |
| 3M | +7.9% | +19.2% | -11.3% | +3.3% |
| 6M | +4.2% | +31.7% | -27.5% | -3.2% |
| YTD | -2.5% | +82.5% | -85.0% | -17.1% |
| 1Y | +5.6% | +78.4% | -72.9% | -9.7% |
| 3Y | +96.8% | +177.0% | -80.2% | +45.8% |
| 5Y | +90.0% | +86.5% | +3.6% | +62.4% |
| All | +174.9% | +81.2% | +93.7% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling